+53.3%
TNA vs BURL
+247.8%
-194.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.0% |
| 7D | -0.5% | +5.9% | -6.3% | -4.8% |
| 30D | -0.7% | -8.3% | +7.6% | +6.6% |
| 3M | -21.5% | -31.6% | +10.2% | +5.6% |
| 6M | -11.2% | -16.6% | +5.4% | -1.4% |
| YTD | +27.0% | -12.1% | +39.1% | +34.7% |
| 1Y | +28.0% | -10.0% | +38.0% | +29.6% |
| 3Y | +142.9% | +94.3% | +48.6% | +21.3% |
| 5Y | -42.6% | -13.2% | -29.4% | -43.9% |
| 10Y | +53.3% | +252.5% | -199.3% | -27.1% |
| All | +53.3% | +247.8% | -194.6% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling